Asymmetric reactions of stock prices and industrial output to exchange rate shocks: Multiple threshold nonlinear autoregressive distributed lag framework
Motivated by swings in the exchange rate of many developing economies which exert influence on firms’ input costs, output, stock prices, and profits, the study investigated the asymmetric reactions of stock prices and industrial output to various shocks in the exchange rate in Nigeria using...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics, Belgrade
2023-01-01
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| Series: | Ekonomski Anali |
| Subjects: | |
| Online Access: | https://doiserbia.nb.rs/img/doi/0013-3264/2023/0013-32642337165O.pdf |